FINANCIAL MATHEMATICS ACTIVITIES

September  2, 2014

New Directions in Financial Risk Management
April 23 and 24, 2001

A conference supported by the Fields Institute, MITACS and McMaster University

To be held at McMaster University, Hamilton, Ontario

Overview:

Recent years have seen remarkable advances in quantitative approaches to such finance problems as asset pricing, interest rate modelling, optimal portfolio management, credit risk, equilibrium market modelling, and measurement of risk. These developments have occurred as a result of a strong convergence between the needs of industry practitioners and the research interests of academics.

During this two day conference we will freely celebrate these connections and developments in quantitative finance and explore new directions, with particular emphasis on the ideas flowing in from mathematics and statistics. The meeting also has the purpose to highlight the new high-level career opportunities available to people with a quantitative background.

There will be four invited one-hour talks each day. The following speakers have confirmed their participation:

  • Andrew Aziz, Vice President, Professional Services, Algorithmics Inc.
  • Phelim P. Boyle, Centre for Advanced Studies in Finance, University of Waterloo
  • Tahir Choulli, McMaster University
  • Lane P. Hughston, King's College, London
  • Dilip B. Madan, Robert H. Smith School of Business, University of Maryland
  • Moshe A. Milevsky, Schulich School of Business, York University
  • Marcel Rindisbacher, University of Toronto
  • Luis Seco, Mathematics, University of Toronto

Room Location: Health Sciences Centre 1A1, McMaster University
For a map of McMaster and other information about the campus, please see Mc Master.

Overnight Accommodation: For information please see Accommodation.

Registration Fee: $100 (includes 2 lunches, and a cocktail party). Registration fees will be waived for graduate students.

Organizing Committee:
Tahir Choulli, McMaster University
Tom Hurd, McMaster University